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Interbank Swap

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Date Volume (USD mil)
Overnight 1 wk 2 wk 1 mth 2 mth 3 mth 6 mth 9 mth 12 mth >1 year
4 Feb 2019 1,338.42 50.00 0.43 2.84 60.00 60.00 0.00 0.00 0.00 0.58
7 Feb 2019 1,672.28 5.50 26.17 160.00 201.48 66.74 55.10 0.00 0.00 0.00
8 Feb 2019 1,522.43 80.52 280.03 0.00 120.04 206.08 112.50 0.00 0.00 0.00
11 Feb 2019 1,588.47 305.24 71.20 199.27 115.19 350.35 0.50 0.00 20.00 0.00
12 Feb 2019 1,869.33 400.00 280.54 127.82 209.00 303.03 3.00 0.00 333.00 2.45
13 Feb 2019 1,804.08 6.02 476.35 55.36 448.06 310.43 170.50 0.00 0.00 0.00
14 Feb 2019 1,635.73 24.38 100.39 1.47 0.02 330.00 70.00 50.00 0.00 1.10
15 Feb 2019 1,937.80 3.00 0.33 50.01 42.99 0.71 1.50 0.00 0.00 18.00
18 Feb 2019 333.28 2.00 0.06 31.00 0.63 0.06 71.70 0.00 0.00 0.00
19 Feb 2019 2,136.27 144.10 0.10 281.11 1.79 221.14 163.71 250.00 125.00 21.00